Estimating long memory in panel random-coefficient AR(1) data

Remigijus Leipus, Anne Philippe, Vytaute Pilipauskaite, Donatas Surgailis

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

Originalsprog	Engelsk
Tidsskrift	Journal of Time Series Analysis
Vol/bind	41
Udgave nummer	4
Sider (fra-til)	520-535
ISSN	0143-9782
DOI	https://doi.org/10.1111/jtsa.12519
Status	Udgivet - 2020

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title = "Estimating long memory in panel random-coefficient AR(1) data",

author = "Remigijus Leipus and Anne Philippe and Vytaute Pilipauskaite and Donatas Surgailis",

year = "2020",

doi = "10.1111/jtsa.12519",

language = "English",

volume = "41",

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journal = "Journal of Time Series Analysis",

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T1 - Estimating long memory in panel random-coefficient AR(1) data

AU - Leipus, Remigijus

AU - Philippe, Anne

AU - Pilipauskaite, Vytaute

AU - Surgailis, Donatas

PY - 2020

Y1 - 2020

U2 - 10.1111/jtsa.12519

DO - 10.1111/jtsa.12519

M3 - Journal article

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VL - 41

SP - 520

EP - 535

JO - Journal of Time Series Analysis

JF - Journal of Time Series Analysis

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